Access Statistics for Kajal Lahiri

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 3 6 13 480
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 28 1 6 11 162
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 2 3 10 95
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 44 1 2 7 158
A note on the double k-class estimator in simultaneous equations 0 0 0 13 1 1 12 94
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 0 1 9 178
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 0 1 57 3 5 11 253
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 5 5 11 215
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 0 1 6 506
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 1 211 1 3 13 568
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 0 1 8 7 7 14 114
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 0 119 5 12 21 405
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 2 4 14 277
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 1 22 4 6 10 208
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 2 4 8 91
Birthweight and Academic Achievement in Childhood 0 0 1 18 2 4 18 96
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 0 3 23 1 1 19 40
Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17 0 0 0 88 2 2 12 88
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 0 0 3 79
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 2 2 5 79
Cycles in the Transportation Sector and the Aggregate Economy 0 0 0 258 4 4 13 1,034
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 0 1 43 3 7 18 115
Determinants of Consumer Sentiment: Evidence from Household Survey Data 0 0 4 111 7 12 30 273
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 0 0 5 292
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 7 7 10 82
Early Warning System for Economic and Financial Risks in Kazakhstan 0 0 2 432 2 4 12 1,561
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 0 0 2 41 2 4 16 163
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 3 5 14 261
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 2 2 8 94
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 0 1 6 73
Examining the Education Gradient in Chronic Illness 0 1 1 19 1 3 5 86
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 3 4 8 62
Forecasting Binary Outcomes 0 0 0 165 3 4 20 323
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 1 1 82 1 4 18 273
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 0 62 1 2 18 249
Getting the ROC into Sync 0 0 0 21 2 4 9 54
Health Inequality and Its Determinants in New York 0 0 0 23 3 6 10 126
Health Inequality and Its Determinants in New York 0 0 1 75 2 8 17 324
Heterogeneous Expectations among Professional Forecasters 0 0 1 5 4 16 35 44
Heterogeneous expectations among professional forecasters 0 0 0 5 4 7 14 23
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 1 62 0 1 10 205
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 1 48 1 1 13 225
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 2 5 10 205
Inefficiency in Social Security Trust Funds Forecasts 0 0 2 12 1 2 14 32
Infant Health and Academic Achievement in Childhood 0 0 0 4 0 1 2 57
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 0 76 1 7 14 248
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 1 56 0 0 8 93
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 2 4 9 178
Learning and heterogeneity in GDP and inflation forecasts 0 0 0 26 0 2 17 128
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 0 4 8 131
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 1 62 0 4 16 231
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 2 113 4 6 18 467
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 42 2 26 47 161
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 2 14 33 64
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 18 1 4 9 32
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 3 4 14 202
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 9 9 19 742
Nowcasting US GDP: The role of ISM Business Surveys 0 0 5 168 8 10 34 532
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 1 36 1 2 8 104
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 0 3 45 3 5 22 177
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 2 2 14 27
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 6 7 11 121
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 1 1 6 80
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 1 4 8 67
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 0 1 10 309
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 1 2 6 56
The Nordhaus Test with Many Zeros 0 0 0 7 1 4 14 38
The Nordhaus Test with Many Zeros 0 0 0 11 0 1 6 41
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 0 2 10 101
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 0 1 7 94
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 2 3 7 113
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 3 3 8 392
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 1 1 5 23
Total Working Papers 0 2 38 4,127 156 322 950 15,374


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 2 7 14 792
A Comparison of Alternative Real Rate Estimates 0 0 0 0 2 3 4 56
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 0 2 8 30
A Macroeconometric Model for Developing Countries 1 1 3 96 1 1 11 229
A Note on "Selection of Regressors." 0 0 0 22 1 1 8 67
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 2 2 6 152
A Structural Model Of Social Security'S Disability Determination Process 0 0 0 94 1 1 11 515
A computational algorithm for multiple equation models with panel data 0 0 0 56 0 0 3 99
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 2 3 10 224
A further analysis of the conference board’s new Leading Economic Index 0 0 0 23 2 2 8 104
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 1 1 4 51
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 1 6 14 339
A new framework for analyzing survey forecasts using three-dimensional panel data 0 1 3 301 1 4 15 709
A non-linear forecast combination procedure for binary outcomes 0 0 0 6 2 2 8 47
A note on a theorem by Professor Chow 0 0 0 8 1 1 2 46
A note on the double k-class estimator in simultaneous equations 0 0 0 26 3 5 9 124
A tale of two recession-derivative indicators 0 0 0 0 1 5 14 20
Advances in Applied Econometrics 0 0 0 1 0 1 2 24
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 0 1 6 1 3 6 21
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 0 1 71
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 3 3 10 373
An econometric model of wastepaper recycling in the USA 0 0 0 48 0 1 4 134
An econometric study on the dynamics of urban spatial structure 0 0 0 27 0 0 8 112
Analysis of Panel Data 0 0 0 18 2 5 13 94
Are Some Forecasters Really Better than Others? A Note* 0 0 0 5 1 2 10 22
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 2 3 8 37
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 1 2 9 48
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 0 9 3 3 9 59
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 1 157 4 5 21 570
Bayesian forecasting in economics 0 0 0 42 2 4 6 98
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 0 1 3 63
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 3 3 8 406
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 0 0 3 16 7 11 27 62
Comment 0 0 0 0 2 2 4 24
Comment 0 0 0 0 2 2 7 7
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 2 3 6 34
Confidence Bands for ROC Curves With Serially Dependent Data 0 0 2 13 2 4 13 68
Construction of leading economic index for recession prediction using vine copulas 0 0 0 8 2 6 12 35
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 1 26 2 3 15 98
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 3 4 7 43
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 0 0 38 0 1 3 103
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 2 3 10 175
Economic indicators for the US transportation sector 0 0 1 29 2 5 15 187
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 0 0 1 10 2 6 18 93
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 0 4 2 2 5 16
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 1 2 7 16
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 0 1 94 1 1 4 217
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 0 66 0 0 6 180
Evolution of forecast disagreement in a Bayesian learning model 0 0 0 122 1 7 20 432
Exact sampling distribution of the omitted variable estimator 0 0 0 8 0 0 4 55
Examining the education gradient in chronic illness 0 0 0 1 4 6 11 36
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 2 2 7 55
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 0 16 0 0 14 76
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 0 0 8 88
Getting the ROC into Sync 0 0 0 6 3 3 7 25
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 1 1 1 94
How far ahead can we forecast? Evidence from cross-country surveys 0 0 2 111 6 8 18 397
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 0 118 3 7 15 438
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 0 0 4 13
Inefficiency in social security trust funds forecasts 0 0 2 3 1 2 8 15
Inflation expectations in India: Learning from household tendency surveys 1 2 6 43 5 8 21 130
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 2 2 4 157
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 0 2 143 1 3 13 774
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 1 1 11 290
International propagation of shocks: A dynamic factor model using survey forecasts 0 1 1 5 2 5 10 44
Introduction 0 0 0 5 2 3 9 58
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 2 5 8 103
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 0 1 2 99
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 2 2 8 186
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 0 1 1 145 1 3 5 289
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 0 206 1 1 8 461
Learning and heterogeneity in GDP and inflation forecasts 0 0 1 57 0 5 11 221
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 0 2 6 82
Measuring forecast uncertainty by disagreement: The missing link 0 0 2 132 2 9 32 520
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 1 1 6 39
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 0 89 1 5 12 403
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 3 5 9 16
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 2 3 6 71
Multiperiod Predictions in Dynamic Models 0 0 0 9 1 1 8 59
Nowcasting US GDP: The role of ISM business surveys 0 0 1 68 7 15 30 314
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 0 1 4 81
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 0 0 5 486
On the Estimation of Triangular Structural Systems 0 0 1 104 1 2 16 336
On the constancy of real interest rates 0 0 0 12 0 1 3 36
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 2 3 6 71
On the estimation of inflationary expectations from qualitative responses 0 0 0 68 0 1 9 139
On the normality of probability distributions of inflation and GNP forecasts 1 1 1 43 2 3 9 159
Online learning and forecast combination in unbalanced panels 0 0 1 5 0 2 10 42
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 2 2 6 127
Predicting binary outcomes based on the pair-copula construction 0 0 1 2 3 6 17 26
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 0 0 7 55
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 0 0 6 29
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 2 2 2 26 5 6 10 87
ROC and PRC Approaches to Evaluate Recession Forecasts 0 1 2 4 6 8 20 33
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 3 3 6 11
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 0 6 5 6 9 36
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 0 1 2 76
Rational expectations and the short-run Phillips curves 0 0 0 13 0 0 3 44
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 0 0 5 1 5 20 36
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 2 2 7 68
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 1 16 2 5 15 89
Specification Error Analysis with Stochastic Regressors 0 0 0 14 1 1 5 103
Subjective Probability Forecasts for Recessions 0 0 0 12 1 2 6 60
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 1 2 9 44
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 1 1 5 123
Testing for normality in a probit model with double selection 0 0 0 74 0 1 9 194
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 1 1 4 66
Testing the value of probability forecasts for calibrated combining 0 0 0 3 1 3 7 36
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 0 1 4 150
The Nordhaus test with many zeros 0 1 1 4 0 2 9 41
The effect of smoking on health using a sequential self‐selection model 0 0 1 11 0 3 20 495
The predictive power of an experimental transportation output index 0 0 0 27 2 3 7 180
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 0 1 5 101
The yield spread puzzle and the information content of SPF forecasts 0 0 0 25 2 4 14 116
Value of Sample Separation Information in a Sequential Probit Model 0 0 0 8 2 6 9 46
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 2 2 6 629
Total Journal Articles 5 11 46 3,932 182 343 1,071 17,585


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 0 0 1 2 4 6 12 16
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 1 6 19 21
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 2 3 8 8
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 0 1 2 3 7 11
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 0 2 5 5
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 1 2 3 7
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 0 2 2 3 9 17
Forecasting Binary Outcomes 0 1 2 94 1 10 33 377
Introduction 0 0 0 0 0 0 3 3
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 0 0 2 4 3 10 34 41
Total Chapters 0 1 5 104 16 45 133 506


Statistics updated 2026-05-06